Statistical inference for dynamical systems: a review (Q895009)

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English	Statistical inference for dynamical systems: a review	scientific article

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scholarly article

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Statistical inference for dynamical systems: a review (English)

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Sayan Mukherjee

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Natesh S. Pillai

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Statistics Surveys

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publication date

25 November 2015

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full work available at URL

https://arxiv.org/abs/1204.6265

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https://projecteuclid.org/euclid.ssu/1447165229

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zbMATH Keywords

parameter estimation

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consistency

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dynamical systems

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ergodic theory

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Dynamical State and Parameter Estimation

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Finitary reconstruction of a measure preserving transformation

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Multilevel Monte Carlo for Continuous Time Markov Chains, with Applications in Biochemical Kinetics

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Particle Markov Chain Monte Carlo for Efficient Numerical Simulation

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Likelihood and Bayesian Prediction of Chaotic Systems

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Statistics, probability and chaos. With discussion and a rejoinder by the author

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Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)

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Exact simulation of diffusions

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Extracting knowledge from time series. An introduction to nonlinear empirical modeling

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Malaria in Northwest India: Data Analysis via Partially Observed Stochastic Differential Equation Models Driven by Lévy Noise

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Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models

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Parameter estimation in stochastic differential equations.

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Hidden Markov processes in the context of symbolic dynamics

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Introduction to Dynamical Systems

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An ANOVA test for parameter estimability using data cloning with application to statistical inference for dynamic systems

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Measurement Error in Nonlinear Models

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Chaos: A statistical perspective

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Chaos, fractals and statistics

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Fluctuations of Observables in Dynamical Systems: From Limit Theorems to Concentration Inequalities

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A concentration inequality for interval maps with an indifferent fixed point

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Devroye inequality for a class of non-uniformly hyperbolic dynamical systems

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Statistical consequences of the Devroye inequality for processes. Applications to a class of non-uniformly hyperbolic dynamical systems

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Optimal concentration inequalities for dynamical systems

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Bayesian methods for cosmological parameter estimation from cosmic microwave background measurements

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Optimal rate of direct estimators in systems of ordinary differential equations linear in functions of the parameters

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Noise reduction schemes for chaotic time series

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Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

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An adaptive sequential Monte Carlo method for approximate Bayesian computation

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Asymptotics of the maximum likelihood estimator for general hidden Markov models

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Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models

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Consistency of the maximum likelihood estimator for general hidden Markov models

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Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime

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Ergodic theory of chaos and strange attractors

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A Kalman Filter Primer

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Physiological Pharmacokinetic Analysis Using Population Modeling and Informative Prior Distributions

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Bayesian inference for differential equations

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Generic hyperbolicity in the logistic family

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\(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing

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On processes which cannot be distinguished by finite observation

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Simulation and inference for stochastic differential equations. With R examples.

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Iterated filtering

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Absolutely continuous invariant measures for one-parameter families of one-dimensional maps

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Stochastic processes and filtering theory

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Asymptotic normality of the maximum likelihood estimator in state space models

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Nonlinear state estimation, indistinguishable states, and the extended Kalman filter

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Shadowing pseudo-orbits and gradient descent noise reduction

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Indistinguishable states. I: Pefect model scenario.

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Indistinguishable states. II: The imperfect model scenario

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Improved cost functions for modelling of noisy chaotic time series

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Nonlinear Time Series Analysis

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Problems in estimating dynamics from data

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Noise reduction: Finding the simplest dynamical system consistent with the data

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A Multiresolution Method for Parameter Estimation of Diffusion Processes

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Bayesian Analysis of Single-Molecule Experimental Data

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Beneath the noise, chaos

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Denoising deterministic time series

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Particle filters and Bayesian inference in financial econometrics

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Combinatorics, geometry and attractors of quasi-quadratic maps

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Almost every real quadratic map is either regular or stochastic.

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Topology-based denoising of chaos

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Denoising signals corrupted by chaotic noise

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Bayesian Spatio-Dynamic Modeling in Cell Motility Studies: Learning Nonlinear Taxic Fields Guiding the Immune Response

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Consistency of maximum likelihood estimation for some dynamical systems

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Markov chains and stochastic stability

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On Identifiability of Nonlinear ODE Models and Applications in Viral Dynamics

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IMPROVED PARAMETER ESTIMATION FROM NOISY TIME SERIES FOR NONLINEAR DYNAMICAL SYSTEMS

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Estimating a function from ergodic samples with additive noise

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Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models

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Entropy is the only finitely observable invariant

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How sampling reveals a process

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Statistical properties of chaotic systems

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Chain ladder method: Bayesian bootstrap versus classical bootstrap

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Nonlinear least-squares estimation

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Particle approximations of the score and observed information matrix in state space models with application to parameter estimation

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Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations

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Identifiability and observability analysis for experimental design in nonlinear dynamical models

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Convergence properties of gradient descent noise reduction

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Bayesianly justifiable and relevant frequency calculations for the applied statistician

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A noise reduction method for signals from nonlinear systems

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Dynamics of Bayesian updating with dependent data and misspecified models

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Sequential Monte Carlo without likelihoods

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Estimation of parameters in one-dimensional maps from noisy chaotic time series

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A guide to using shadowing filters for forecasting and state estimation

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Parameter uncertainty in biochemical models described by ordinary differential equations

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A Spline Least Squares Method for Numerical Parameter Estimation in Differential Equations

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NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS

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Bayesian forecasting and dynamic models.

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Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error

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Parameter Estimation of Partial Differential Equation Models

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Statistical properties of dynamical systems with some hyperbolicity

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What are SRB measures, and which dynamical systems have them?

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Identifiers

zbMATH Open document ID

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10.1214/15-SS111

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:895009

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